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~isPartOf:"CESifo Working Paper"
~isPartOf:"Energy Economics"
~subject:"Prognoseverfahren"
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Search: subject:"Structural Breaks"
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Prognoseverfahren
structural breaks
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Pesaran, Mohammad Hashem
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Forecasting economic and financial variables with global VARs
Pesaran, Mohammad Hashem
;
Schuermann, Til
;
Smith, L. Vanessa
-
2008
very real likelihood of possibly multiple
structural
breaks
, averaging forecasts across both models and windows makes a …
Persistent link: https://www.econbiz.de/10010276220
Saved in:
2
Forecasting random walks under drift instability
Pesaran, Mohammad Hashem
;
Pick, Andreas
-
2008
more
structural
breaks
. It is shown that compared to using forecasts based on a single estimation window, averaging over …
Persistent link: https://www.econbiz.de/10010276222
Saved in:
3
Forecasting time series subject to multiple
structural
breaks
Timmermann, Allan
;
Pettenuzzo, Davide
;
Pesaran, …
-
2004
This paper provides a novel approach to forecasting time series subject to discrete
structural
breaks
. We propose a …
Persistent link: https://www.econbiz.de/10010276165
Saved in:
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